+42,391.0%
MCHP vs MRSH
+2,395.2%
+39,995.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -4.8% | +4.8% | +2.5% |
| 30D | -6.0% | -6.3% | +0.3% | -3.1% |
| 3M | -19.7% | +5.8% | -25.5% | -23.5% |
| 6M | +14.0% | +2.8% | +11.2% | +9.1% |
| YTD | +18.4% | -3.1% | +21.5% | +16.1% |
| 1Y | +17.1% | -11.3% | +28.4% | +19.5% |
| 3Y | +0.7% | -5.0% | +5.7% | -2.0% |
| 5Y | +5.1% | +19.2% | -14.1% | -8.8% |
| 10Y | +206.3% | +217.4% | -11.1% | +67.3% |
| All | +42,391.0% | +2,395.2% | +39,995.9% | +8,477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling